You are herePre-prints
Pre-prints
- A. Bermúdez, L. Río-Martín, A. Prieto. A time-harmonic/time-domain hybrid approach based on displacement-based formulations to compute the absorbing coefficient in alpha cabins.
- Fernando Alonso, Álvaro Leitao, Carlos Vázquez. Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing..
- Graziana Colonna, Ana María Ferreiro-Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez. A Multi-Level Monte Carlo Lagrange-Galerkin mehod for solving a XVA hybrid model in European options.
- Jonatan Ráfales, Carlos Vázquez. Two-productive sector equilibrium problems with heterogeneous agents under jump-diffusion models.